+924.9%
VLO vs FANG
+182.5%
+742.4%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FANG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.2% | +1.5% | +1.4% |
| 7D | +5.3% | +2.9% | +2.4% | +3.9% |
| 30D | +18.2% | +2.6% | +15.6% | +16.7% |
| 3M | +53.3% | +7.6% | +45.8% | +47.5% |
| 6M | +70.4% | +17.3% | +53.1% | +57.3% |
| YTD | +143.4% | +38.7% | +104.7% | +106.1% |
| 1Y | +153.0% | +51.6% | +101.4% | +105.0% |
| 3Y | +195.0% | +50.0% | +145.0% | +136.6% |
| 5Y | +618.8% | +237.6% | +381.2% | +299.4% |
| All | +924.9% | +182.5% | +742.4% | +376.5% |
Cumulative growth
Daily Returns
Daily percentage return beside FANG.
Daily Out/Under-Performance
Portfolio return minus FANG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FANG return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded FANG wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling